Check out distrobox. It’s a way to have a Ubuntu (or any other Linux distro) container and allows you to install Ubuntu packages, even desktop applications.
It works great for when you need to install a random .deb file or follow a very Ubuntu specific step by step procedure. I use it exactly for this kind of stuff.
No rebooting needed, integrates fully with the host system, no virtual machine either.
I played over two hundred hours of the steam version on Proton 8